Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47411.41 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46013.39 Kr¶

PnL: ---------------------------------------> -875.18 Kr¶

DD now: ---------------------------------> -2.506 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:45:06.591906'

Anic Portfolio¶

Today¶

Return: -0.244 %¶

This Week¶

Return: -0.244 %¶

Total¶

Return: 55.213 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.620000 2765.000000 129.000000 4.890000 2636.000010
FM Mattsson Mora Group B 50 -3.660000 3025.000000 98.000000 3.350000 2927.000000
HMS Networks 2 -1.640000 767.200000 94.200000 14.000000 673.000000
Nordea Bank Abp 29 0.230000 3522.920000 68.920000 2.000000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -3.620000 393.600000 38.600000 10.870000 355.000000
Resurs Holding 22 -0.900000 604.560000 30.560000 5.320000 573.999998
AcadeMedia 12 0.950000 584.880000 27.880000 5.010000 557.000004
SAAB B 8 -0.470000 3404.000000 27.000000 0.800000 3377.000000
Swedbank A 3 -0.460000 586.650000 22.650000 4.020000 564.000000
OEM International B 7 0.380000 549.500000 21.500000 4.070000 527.999997
Intrum 4 -0.990000 542.600000 15.600000 2.960000 527.000000
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Corem Property Group B 59 -3.650000 591.180000 14.180000 2.460000 576.999999
Securitas B 6 -0.820000 583.200000 13.200000 2.320000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -2.330000 251.040000 5.040000 2.050000 246.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Coor Service Management Hold. 8 -1.330000 533.600000 1.600000 0.300000 532.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -0.460000 537.750000 -8.250000 -1.510000 546.000000
Boozt 12 -1.580000 1644.000000 -10.000000 -0.600000 1653.999996
Midsona B 63 0.780000 572.040000 -10.960000 -1.880000 582.999984
CTEK 13 -1.020000 504.400000 -29.600000 -5.540000 533.999999
International Petroleum Corp. 5 -1.830000 563.500000 -31.070000 -5.230000 594.565215
Essity B 2 1.010000 539.800000 -34.200000 -5.960000 574.000000
Vivesto 1368 1.230000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 0.740000 1082.000000 -67.000000 -5.830000 1149.000000
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 2.990000 2865.200000 -105.800000 -3.560000 2971.000006
Fasadgruppen Group 35 0.000000 3689.000000 -122.000000 -3.200000 3810.999990
OX2 18 0.440000 1451.700000 -212.300000 -12.760000 1663.999992
Axfood 13 1.500000 3519.100000 -236.900000 -6.310000 3756.000001
Ovzon 52 0.370000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46016.070000 -872.500000 -2.50011% 46888.564618

Updated:¶

'2023-01-30 09:44:25.503801'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶